Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.564 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47770.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46375.65 Kr¶

PnL: ---------------------------------------> -512.92 Kr¶

DD now: ---------------------------------> -1.767 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 17:10:08.359401'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio¶

Today¶

Return: -0.444 %¶

This Week¶

Return: -0.297 %¶

Total¶

Return: 56.389 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.990000 2810.500000 174.500000 6.620000 2636.000010
Beijer Electronics Group 26 -2.590000 3125.200000 154.200000 5.190000 2971.000006
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
Corem Property Group B 59 -1.680000 622.450000 45.450000 7.880000 576.999999
Boozt 12 0.360000 1694.400000 40.400000 2.440000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.500000 395.000000 40.000000 11.270000 355.000000
MedCap 2 -1.510000 458.000000 37.000000 8.790000 421.000000
HMS Networks 2 -1.060000 709.600000 36.600000 5.440000 673.000000
SAAB B 8 0.280000 3412.800000 35.800000 1.060000 3377.000000
Resurs Holding 22 0.840000 608.740000 34.740000 6.050000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.060000 565.120000 22.120000 4.070000 543.000000
Securitas B 6 1.550000 588.960000 18.960000 3.330000 570.000000
Intrum 4 -0.180000 545.400000 18.400000 3.490000 527.000000
Swedbank A 3 2.160000 580.800000 16.800000 2.980000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Nordea Bank Abp 29 0.520000 3462.020000 8.020000 0.230000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 0.870000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -0.570000 560.000000 -14.000000 -2.440000 574.000000
CTEK 13 -3.340000 518.700000 -15.300000 -2.870000 533.999999
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -2.870000 558.500000 -36.070000 -6.070000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.290000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 -1.740000 3597.100000 -158.900000 -4.230000 3756.000001
OX2 18 0.250000 1443.600000 -220.400000 -13.250000 1663.999992
Fasadgruppen Group 35 1.900000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 -2.140000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46368.270000 -520.300000 -1.78215% 46888.564618

Updated:¶

'2023-01-24 17:09:11.094647'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶